Quantitative Developer - Risk - Selby Jennings : Job Details

Selby Jennings is working with a leading HFT prop trading firm that leverages cutting-edge research and technology to excel in algorithmic and high-frequency trading across various financial markets. We are looking for an exceptional Quantitative Developer to join the Portfolio Construction and Risk team. This team manages risk globally for all trading teams and is responsible for evaluating the many facets of risk across trading strategies, markets, and products. Although the official job title is Quantitative Developer, the role is a blend of Quant Research and engineering.

As a Quantitative Developer, you will employ your software development skills and interest in quantitative research to improve the firm's capabilities to monitor and manage market risk across a multitude of businesses. Some examples of these capabilities are instrument modeling, risk measurement, and empirical research. This role requires both the nimbleness to quickly address new business needs and the thoughtfulness to organize and deploy data, compute, visualization, and decision-making workflows at scale.

The team is looking for someone who is passionate about agile software development, is willing to learn and deploy quantitative methodologies via code, demonstrates intellectual curiosity, and is comfortable challenging the status quo with both humility and clear communication. If you have an interest in deepening your understanding of financial markets while continuing to grow your quantitative and software development skills, talk to us!

Skills You'll Need:

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